-9.4%
KEEL vs DUOL
+1.6%
-11.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.0% | +4.8% | +4.1% |
| 7D | +2.9% | -7.0% | +9.9% | +5.1% |
| 30D | +0.8% | +6.7% | -5.9% | -3.6% |
| 3M | -35.3% | +16.0% | -51.3% | -42.0% |
| 6M | +59.4% | +45.4% | +14.0% | +28.7% |
| YTD | +51.9% | -18.1% | +70.0% | +53.2% |
| 1Y | +75.0% | -53.6% | +128.6% | +119.6% |
| 3Y | +224.5% | -11.0% | +235.5% | +180.4% |
| 5Y | -35.9% | -17.1% | -18.8% | -57.0% |
| All | -9.4% | +1.6% | -11.0% | -39.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DUOL.
Daily Out/Under-Performance
Portfolio return minus DUOL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DUOL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded DUOL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling